| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,436.0 |
1,423.7 |
-12.3 |
-0.9% |
1,392.8 |
| High |
1,450.8 |
1,458.5 |
7.7 |
0.5% |
1,459.5 |
| Low |
1,415.1 |
1,417.8 |
2.7 |
0.2% |
1,363.6 |
| Close |
1,424.3 |
1,432.7 |
8.4 |
0.6% |
1,375.2 |
| Range |
35.7 |
40.7 |
5.0 |
14.0% |
95.9 |
| ATR |
55.4 |
54.3 |
-1.0 |
-1.9% |
0.0 |
| Volume |
223,030 |
172,430 |
-50,600 |
-22.7% |
951,314 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.4 |
1,536.3 |
1,455.1 |
|
| R3 |
1,517.7 |
1,495.6 |
1,443.9 |
|
| R2 |
1,477.0 |
1,477.0 |
1,440.2 |
|
| R1 |
1,454.9 |
1,454.9 |
1,436.4 |
1,466.0 |
| PP |
1,436.3 |
1,436.3 |
1,436.3 |
1,441.9 |
| S1 |
1,414.2 |
1,414.2 |
1,429.0 |
1,425.3 |
| S2 |
1,395.6 |
1,395.6 |
1,425.2 |
|
| S3 |
1,354.9 |
1,373.5 |
1,421.5 |
|
| S4 |
1,314.2 |
1,332.8 |
1,410.3 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.1 |
1,627.1 |
1,427.9 |
|
| R3 |
1,591.2 |
1,531.2 |
1,401.6 |
|
| R2 |
1,495.3 |
1,495.3 |
1,392.8 |
|
| R1 |
1,435.3 |
1,435.3 |
1,384.0 |
1,417.4 |
| PP |
1,399.4 |
1,399.4 |
1,399.4 |
1,390.5 |
| S1 |
1,339.4 |
1,339.4 |
1,366.4 |
1,321.5 |
| S2 |
1,303.5 |
1,303.5 |
1,357.6 |
|
| S3 |
1,207.6 |
1,243.5 |
1,348.8 |
|
| S4 |
1,111.7 |
1,147.6 |
1,322.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,458.5 |
1,359.6 |
98.9 |
6.9% |
44.1 |
3.1% |
74% |
True |
False |
215,531 |
| 10 |
1,459.5 |
1,359.6 |
99.9 |
7.0% |
50.6 |
3.5% |
73% |
False |
False |
197,690 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.5% |
59.4 |
4.1% |
53% |
False |
False |
171,913 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.3% |
54.7 |
3.8% |
71% |
False |
False |
86,208 |
| 60 |
1,536.2 |
1,118.4 |
417.8 |
29.2% |
54.0 |
3.8% |
75% |
False |
False |
57,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,631.5 |
|
2.618 |
1,565.1 |
|
1.618 |
1,524.4 |
|
1.000 |
1,499.2 |
|
0.618 |
1,483.7 |
|
HIGH |
1,458.5 |
|
0.618 |
1,443.0 |
|
0.500 |
1,438.2 |
|
0.382 |
1,433.3 |
|
LOW |
1,417.8 |
|
0.618 |
1,392.6 |
|
1.000 |
1,377.1 |
|
1.618 |
1,351.9 |
|
2.618 |
1,311.2 |
|
4.250 |
1,244.8 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.2 |
1,432.6 |
| PP |
1,436.3 |
1,432.6 |
| S1 |
1,434.5 |
1,432.5 |
|